Classes in this File | Line Coverage | Branch Coverage | Complexity | ||||
TwoPointsScheme |
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| 1.0;1 | ||||
TwoPointsScheme$1 |
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| 1.0;1 |
1 | /* | |
2 | * Licensed to the Apache Software Foundation (ASF) under one or more | |
3 | * contributor license agreements. See the NOTICE file distributed with | |
4 | * this work for additional information regarding copyright ownership. | |
5 | * The ASF licenses this file to You under the Apache License, Version 2.0 | |
6 | * (the "License"); you may not use this file except in compliance with | |
7 | * the License. You may obtain a copy of the License at | |
8 | * | |
9 | * http://www.apache.org/licenses/LICENSE-2.0 | |
10 | * | |
11 | * Unless required by applicable law or agreed to in writing, software | |
12 | * distributed under the License is distributed on an "AS IS" BASIS, | |
13 | * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | |
14 | * See the License for the specific language governing permissions and | |
15 | * limitations under the License. | |
16 | */ | |
17 | package org.apache.commons.nabla.differences; | |
18 | ||
19 | import org.apache.commons.nabla.core.DifferentialPair; | |
20 | import org.apache.commons.nabla.core.UnivariateDerivative; | |
21 | import org.apache.commons.nabla.core.UnivariateDifferentiable; | |
22 | ||
23 | /** Two-points finite differences scheme. | |
24 | * The error model for the two-points scheme is | |
25 | * <code>h<sup>2</sup>/6 f<sup>(3)</sup>(x) + O(h<sup>4</sup>)</code>. | |
26 | */ | |
27 | 345 | public class TwoPointsScheme extends FiniteDifferencesDifferentiator { |
28 | ||
29 | /** Serializable UID. */ | |
30 | private static final long serialVersionUID = -5824475098109485044L; | |
31 | ||
32 | /** Scheme denominator. */ | |
33 | private final double denominator; | |
34 | ||
35 | /** Build a 2-points finite differences scheme. | |
36 | * @param h differences step size | |
37 | */ | |
38 | public TwoPointsScheme(final double h) { | |
39 | 37 | super(h, h * h / 6, 3); |
40 | 37 | denominator = 2 * h; |
41 | 37 | } |
42 | ||
43 | /** {@inheritDoc} */ | |
44 | public UnivariateDerivative differentiate(final UnivariateDifferentiable d) { | |
45 | 37 | return new UnivariateDerivative() { |
46 | public UnivariateDifferentiable getPrimitive() { | |
47 | 1 | return d; |
48 | } | |
49 | public DifferentialPair f(final DifferentialPair t) { | |
50 | 345 | final double h = getStepSize(); |
51 | 345 | final double u0 = t.getValue(); |
52 | 345 | final double ft = d.f(u0); |
53 | 345 | final double d1 = d.f(u0 + h) - d.f(u0 - h); |
54 | 345 | return new DifferentialPair(ft, t.getFirstDerivative() * d1 / denominator); |
55 | } | |
56 | }; | |
57 | } | |
58 | ||
59 | } |